I have a tibble df in which each row contains a list (beta) that is a posterior distribution (4000 samples). I would like to compute Bayesfactor using bayestestR::bayesfactor_parameters, but the way I did using rowwise() is pretty slow (taking 20 minutes for around 3000 rows). Do you know any faster ways to apply this function to each row of the tibble? Thanks a lot.
df <- tibble(idx = seq(1, 3000), beta = list(rnorm(4000, 0.5, 3)))
df <- df %>%
slice(1:10) %>%
rowwise() %>%
mutate(ioi = bayestestR::
bayesfactor_parameters(posterior = unlist(beta), prior = rnorm(1e4, 0, 10),
direction = "two-sided",
null = c(-1, 1))$log_BF) %>%
ungroup()
CodePudding user response:
Yes! Apply in parallel using multidplyr
cluster <- new_cluster(parallel::detectCores() - 2)
cluster_library(cluster, c('tidyverse', 'furrr'))
cluster_copy([...])
df %>%
rowwise() %>%
partition(cluster) %>%
mutate([...]) %>%
collect()
CodePudding user response:
You might try the following:
library(data.table)
setDT(dt)
library(foreach)
doParallel::registerDoParallel()
result = foreach(i=1:nrow(df),.inorder = F,.combine = rbind,.packages = c("data.table", "bayestestR")) %dopar% {
data.frame(idx=i, log_bf= bayesfactor_parameters(
posterior = df[i, unlist(beta)],
prior = rnorm(1e4, 0, 10),
direction = "two-sided",
null= c(-1, 1))$log_BF)
}
Output (first 10 rows)
idx log_bf
1 1 -1.438289
2 2 -1.443515
3 3 -1.446068
4 4 -1.449608
5 5 -1.440932
6 6 -1.446644
7 7 -1.444527
8 8 -1.434655
9 9 -1.457718
10 10 -1.403027